+718.4%
SPXL vs PENG
+597.2%
+121.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.4% | -11.7% | -4.3% |
| 7D | -8.7% | -19.4% | +10.7% | -2.0% |
| 30D | -16.9% | -42.4% | +25.5% | +1.0% |
| 3M | -15.2% | -25.6% | +10.5% | -9.3% |
| 6M | -5.5% | +7.3% | -12.8% | -21.3% |
| YTD | +12.4% | +113.9% | -101.4% | -32.9% |
| 1Y | +16.9% | +93.6% | -76.7% | -27.4% |
| 3Y | +211.8% | +170.2% | +41.6% | +53.6% |
| 5Y | +85.6% | +44.2% | +41.5% | +9.9% |
| All | +718.4% | +597.2% | +121.3% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling